Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.8: MTM Impact on Derivative Positions

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 56446.89 Day 46 1525.54 91-180 Days A-0-Q 3596.43 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 82297.16 Day 46 11811.08 91-180 Days A-1-Q 6569.36 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 76842.95 Day 46 7386.38 <30 Days A-2-Q 9957.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 49365.26 Day 46 884.05 <30 Days A-3-Q 3612.16 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 66643.31 Day 46 9260.62 91-180 Days A-4-Q 8276.52 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 79983.65 Day 46 10408.05 Open A-5-Q 2178.83 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 24742.93 Day 46 2265.74 30-90 Days CB-1-Q 2655.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 101248.12 Day 46 2553.42 Open CB-2-Q 5144.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 92347.15 Day 46 7929.38 30-90 Days S-1-Q 13705.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 9428.54 Day 46 12.41 Open S-2-Q 778.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 21358.10 Day 46 797.26 30-90 Days S-3-Q 2105.30 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 70796.31 Day 46 5787.79 30-90 Days S-4-Q 3493.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 47526.99 Day 46 1082.99 91-180 Days CB-3-Q 1848.42 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 100527.57 Day 46 9081.66 30-90 Days G-1-Q 3507.04 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 91951.06 Day 46 8659.47 91-180 Days G-2-Q 11169.38 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 35820.90 Day 46 1624.39 91-180 Days G-3-Q 4004.50 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 28524.45 Day 46 3447.45 Open S-5-Q 3894.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 47024.76 Day 46 5964.47 30-90 Days S-6-Q 5828.83 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 62725.64 Day 46 3172.19 <30 Days S-7-Q 10051.03 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 18543.75 Day 46 2582.53 <30 Days E-1-Q 3326.27 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 65300.59 Day 46 4850.75 30-90 Days E-2-Q 6116.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 10579.02 Day 46 841.31 91-180 Days IG-1-Q 1044.55 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 28544.28 Day 46 1741.18 Open IG-2-Q 5498.48 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 92581.97 Day 46 11206.11 Open C-1 8544.28 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 82496.00 Day 46 5779.24 Open CB-4 15639.34 No Legal